Classifying trend movements in the MSCI U.S.A. capital market index -- a comparison of regression, ARIMA and neural network methods
type: Item
instance of: scholarly article
title: Classifying trend movements in the MSCI U.S.A. capital market index -- a comparison of regression, ARIMA and neural network methods
zbMATH Open document ID: 0847.90021
DOI: 10.1016/0305-0548(95)00065-8
author: Douglas Wood
author: Bhaskar Dasgupta
published in: Computers \& Operations Research
publication date: 1996-07-01T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 68T05
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 895082
zbMATH Keywords: capital market index
zbMATH Keywords: neural networks
zbMATH Keywords: prediction
MaRDI profile type: Publication
full work available at URL: 0305-0548(95)00065-8
OpenAlex ID: W1981894078
cites work: Current developments in time series modelling
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description: scientific article; zbMATH DE number 895082